Bank Of Saga Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.66% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7060 | 6.36 | |
| 0.1376 | 7.52 | |
| 0.7411 | 26.13 | |
| 0.0877 | 4.17 | |
| -0.1476 | -5.01 | |
| 0.1086 | 6.51 | |
| -0.0767 | -4.53 | |
| 0.0529 | 2.14 | |
| -0.0681 | -1.81 | |
| 0.1228 | 2.53 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank Of Saga Ltd Analyses
Other Spline-GARCH Analyses on International Equities